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FET vs. XOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FET vs. XOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Forum Energy Technologies, Inc. (FET) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP). The values are adjusted to include any dividend payments, if applicable.

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FET vs. XOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FET
Forum Energy Technologies, Inc.
58.76%138.54%-30.13%-24.85%83.80%34.87%-64.58%-59.32%-73.44%-29.32%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
44.59%-2.15%-1.00%3.56%45.37%66.74%-36.40%-9.44%-28.10%-9.47%

Returns By Period

In the year-to-date period, FET achieves a 58.76% return, which is significantly higher than XOP's 44.59% return. Over the past 10 years, FET has underperformed XOP with an annualized return of -13.76%, while XOP has yielded a comparatively higher 6.29% annualized return.


FET

1D
2.61%
1M
1.09%
YTD
58.76%
6M
119.62%
1Y
191.70%
3Y*
32.13%
5Y*
24.51%
10Y*
-13.76%

XOP

1D
-1.97%
1M
18.76%
YTD
44.59%
6M
39.10%
1Y
41.36%
3Y*
15.28%
5Y*
19.07%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FET vs. XOP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FET
FET Risk / Return Rank: 9494
Overall Rank
FET Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FET Sortino Ratio Rank: 9393
Sortino Ratio Rank
FET Omega Ratio Rank: 9393
Omega Ratio Rank
FET Calmar Ratio Rank: 9494
Calmar Ratio Rank
FET Martin Ratio Rank: 9494
Martin Ratio Rank

XOP
XOP Risk / Return Rank: 6969
Overall Rank
XOP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 6969
Sortino Ratio Rank
XOP Omega Ratio Rank: 6969
Omega Ratio Rank
XOP Calmar Ratio Rank: 7272
Calmar Ratio Rank
XOP Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FET vs. XOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Forum Energy Technologies, Inc. (FET) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FETXOPDifference

Sharpe ratio

Return per unit of total volatility

3.21

1.24

+1.97

Sortino ratio

Return per unit of downside risk

3.21

1.68

+1.53

Omega ratio

Gain probability vs. loss probability

1.45

1.24

+0.21

Calmar ratio

Return relative to maximum drawdown

5.47

1.78

+3.69

Martin ratio

Return relative to average drawdown

14.66

5.81

+8.86

FET vs. XOP - Sharpe Ratio Comparison

The current FET Sharpe Ratio is 3.21, which is higher than the XOP Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FET and XOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FETXOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.21

1.24

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.56

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.16

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.07

-0.25

Correlation

The correlation between FET and XOP is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FET vs. XOP - Dividend Comparison

FET has not paid dividends to shareholders, while XOP's dividend yield for the trailing twelve months is around 1.79%.


TTM20252024202320222021202020192018201720162015
FET
Forum Energy Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
1.79%2.62%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%

Drawdowns

FET vs. XOP - Drawdown Comparison

The maximum FET drawdown since its inception was -99.56%, which is greater than XOP's maximum drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for FET and XOP.


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Drawdown Indicators


FETXOPDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-90.27%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-34.54%

-23.81%

-10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-59.14%

-34.98%

-24.16%

Max Drawdown (10Y)

Largest decline over 10 years

-99.34%

-82.61%

-16.73%

Current Drawdown

Current decline from peak

-92.01%

-32.42%

-59.59%

Average Drawdown

Average peak-to-trough decline

-68.50%

-42.64%

-25.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.89%

7.32%

+5.57%

Volatility

FET vs. XOP - Volatility Comparison

Forum Energy Technologies, Inc. (FET) has a higher volatility of 14.57% compared to SPDR S&P Oil & Gas Exploration & Production ETF (XOP) at 7.05%. This indicates that FET's price experiences larger fluctuations and is considered to be riskier than XOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FETXOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

7.05%

+7.52%

Volatility (6M)

Calculated over the trailing 6-month period

38.96%

19.16%

+19.80%

Volatility (1Y)

Calculated over the trailing 1-year period

60.16%

33.50%

+26.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.33%

34.15%

+16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.52%

40.28%

+42.24%